A conditional distribution model for limited stock index returns (Q1017000)

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scientific article; zbMATH DE number 5554405
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English
A conditional distribution model for limited stock index returns
scientific article; zbMATH DE number 5554405

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    A conditional distribution model for limited stock index returns (English)
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    18 May 2009
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    price limits
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    mixed distributions
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    beta distribution
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    GARCH
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